Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.3: TBA Purchases

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15143.87 >3 Yr <= 4 Yr 1388.31 30-90 Days A-3 1697.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10560.84 >3 Yr <= 4 Yr 973.86 30-90 Days A-4 1354.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10982.52 >3 Yr <= 4 Yr 753.69 91-180 Days A-5 980.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 27.90 >3 Yr <= 4 Yr 3.63 <30 Days CB-1 0.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15669.56 >3 Yr <= 4 Yr 1280.50 <30 Days CB-2 1705.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16719.80 >3 Yr <= 4 Yr 460.00 Open CB-3 166.03 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15763.28 >3 Yr <= 4 Yr 2299.87 30-90 Days E-1 1738.19 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 300.83 >3 Yr <= 4 Yr 41.49 Open E-2 17.14 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11018.06 >3 Yr <= 4 Yr 547.26 91-180 Days G-1 1089.69 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14855.88 >3 Yr <= 4 Yr 456.98 Open G-2 907.68 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5893.17 >3 Yr <= 4 Yr 265.13 <30 Days G-3 574.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7707.96 >3 Yr <= 4 Yr 604.83 <30 Days IG-1 1090.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16190.71 >3 Yr <= 4 Yr 1830.72 Open IG-2 2383.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5001.56 >3 Yr <= 4 Yr 674.86 <30 Days S-1 981.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7606.70 >3 Yr <= 4 Yr 208.59 <30 Days S-2 1029.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14685.73 >3 Yr <= 4 Yr 1005.00 Open S-3 831.89 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10602.81 >3 Yr <= 4 Yr 1011.78 91-180 Days S-4 466.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 509.18 >3 Yr <= 4 Yr 43.61 <30 Days S-5 76.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1545.59 >3 Yr <= 4 Yr 103.01 30-90 Days S-6 297.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17121.99 >3 Yr <= 4 Yr 1202.90 Open S-7 2141.01 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5212.39 >4 Yr <= 5 Yr 373.93 30-90 Days A-0-Q 119.31 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2414.27 >4 Yr <= 5 Yr 106.65 91-180 Days A-1-Q 86.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15717.68 >4 Yr <= 5 Yr 896.66 Open A-2-Q 2118.15 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 90.05 >4 Yr <= 5 Yr 4.05 91-180 Days A-3-Q 1.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9178.64 >4 Yr <= 5 Yr 247.07 <30 Days A-4-Q 1541.13 No Treasury